shillllihs
6,044 posts
msg #123121
- Ignore shillllihs |
3/11/2015 10:52:45 AM
My 4 sons,
TVIX 10:51AM 2.1930 Up 0.0530 Up 1.87% 2.13 2.22 8,009,575 35,801,300 - Sparkline Chart Chart, News, Board
News, Options
UGAZ 10:52AM 2.87 Up 0.25 Up 7.25% 2.73 2.88 10,302,359 28,992,300 - Sparkline Chart Chart, News
UNG 10:52AM 14.25 Up 0.45 Up 3.26% 14.00 14.26 1,655,654 12,127,200 - Sparkline Chart Chart, News, Options
EWI 10:51AM 14.22 Up 0.03 Up 0.21%
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shillllihs
6,044 posts
msg #123122
- Ignore shillllihs |
3/11/2015 11:07:18 AM
I expect a big pop in SPY tomorrow so 100g in a leveraged etf
could make me 10g.
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shillllihs
6,044 posts
msg #123123
- Ignore shillllihs |
3/11/2015 11:08:52 AM
Natural Gas & Russia will be the biggest winners in 2015 imo...........................................................
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shillllihs
6,044 posts
msg #123125
- Ignore shillllihs
modified |
3/11/2015 2:41:07 PM
An old filter i think from four that i smply converted to show etfs. Good for .75ish daily but
not many returns. If there were more we all would profit. Too bad...
set{z, open - .25}
set{x, count(high > z 2 day ago,100)}
add column x > 82
volume > 123123
close > 10
stocks are only etf
sort column 5 descending
set{zz,count(z >= low,100)}
add column zz > 78
add column annual dividend yield
rsi(2) < 25
]
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shillllihs
6,044 posts
msg #123126
- Ignore shillllihs
modified |
3/11/2015 3:06:43 PM
From your Guru TRO, meant to be a long filter.
Just short this into the ground!!
Mesayah's SlimShorty
set{adr10 , average day range (10) }
set{adr30 , average day range (30) }
and add column adr10
and add column adr30
average day range(10) is above 10 percent
close price is between 3.10 and 8.05
volume is above 280000
MARKET CAP IS BELOW 110
/* TRO STAT DISPLAY - 10 PERCENT POPS PER WEEK */
set{HiOp, high - open}
set{Long_Profit, HiOp/open }
set{B10A, count(Long_Profit > .10 , 100)}
set{A10A, count(Long_Profit > .10 , 1)}
set{chg, sum( A10A - A10A 1 day ago ,5)}
and add column separator
and add column B10A {GT10%}
add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}
and add column separator
add column industry
add column sector
and add column separator
sort column 6 descending
CHART-TIME 1 MONTH
Yet another from one of your Gurus meant to be a long filter, Short at will!!
/*KEVIN'S TRADE THE WEEKLY OPEN GAP DOWN STRATEGY*/
/*FIRST, SET KEY VARIABLES - LAST WEEK'S CLOSE AND THIS WEEK'S OPEN*/
set{horizontal1, weekly close 1 week ago}
set{open1, weekly open}
/*SECOND, DETERMINE IF A GAP DOWN OCCURS, AND IF IT WAS THEN FILLED*/
set{gapdown, count(open1 below horizontal1,1)}
set{stats, count(weekly high above horizontal1, 1)}
set{gapfill, gapdown * stats}
/*THIRD, COUNT THE FREQUENCY OF GAPS DOWN THAT WERE FILLED OVER THE LAST 100 WEEKS*/
set{gapdown100, count(gapdown above 0.5,100)}
set{gapfill100, count(gapfill above 0.5,100)}
set{pct_gapfill, gapfill100 / gapdown100}
/*FINALLY, DETERMINE THE POTENTIAL GAIN FROM THIS WEEK'S GAP DOWN*/
set{gapsize, horizontal1 - open1}
set{gain2, gapsize / open1}
set{gain, gain2 * 100}
/*NOW ADD COLUMNS WITH KEY DATA AND SORT THEM FROM HIGHEST PERCENT GAP FILLED TO LOWEST*/
add column pct_gapfill {percent gap filled}
add column gapdown100
add column gapfill100
add column horizontal1 {last week's close}
add column open1 {weekly open}
add column gain {gain(%)}
add column ATR(50)
sort on column 5 descending
/*SET SCREENING CRITERIA FOR USE AT MONDAY'S OPEN. SINCE BIG GAPS DOWN ARE LESS LIKELY
TO BE FILLED, SCREEN OUT ANY GAPS DOWN THAT OPEN BELOW LAST WEEK'S LOW*/
weekly open below weekly close 1 week ago
weekly open above weekly low 1 week ago
/*ADDED CHECK - THE GAP TO BE FILLED SHOULD BE LESS THAN THE ATR(50). THIS WILL ALSO HELP TO SCREEN OUT BIG GAPS DOWN THAT ARE UNLIKELY TO BE FILLED THIS WEEK*/
gapsize below ATR(50)
/*SET A MINIMUM FREQUENCY FOR GAPS DOWN - THE HIGHER THIS IS, THE STRONGER THE STATISTICAL RELEVANCE - I CHOSE 30 HERE BUT YOU CAN SET IT TO ANYTHING YOU WANT (HIGHER WILL GIVE FEWER
HITS). I ALSO WANT THE RETURN TO BE AT LEAST 2%*/
gapdown100 above 30
gain above 2
/*STANDARD LIQUIDITY REQUIREMENTS*/
close between 3 and 8
average volume(30) above 100000
chart-display is weekly
draw gapfill
draw gapdown
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shillllihs
6,044 posts
msg #123127
- Ignore shillllihs
modified |
3/11/2015 3:42:09 PM
Things will get interesting.
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shillllihs
6,044 posts
msg #123157
- Ignore shillllihs |
3/12/2015 4:57:13 PM
Big boyz just want less kids on the field. Look for continuation with Tvix down the drain.
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four
5,087 posts
msg #123160
- Ignore four
modified |
3/12/2015 7:33:58 PM
shillllihs
How do you handle the losses?
1,160 posts
msg #123125
- Ignore shillllihs
modified 3/11/2015 2:41:07 PM
An old filter i think from four that i smply converted to show etfs. Good for .75ish daily but
not many returns. If there were more we all would profit. Too bad...
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shillllihs
6,044 posts
msg #123162
- Ignore shillllihs
modified |
3/12/2015 8:39:03 PM
I just rediscovered it & i don't trade it because there are not
enough returns. I only trade etfs because i feel they are safer.
I tried loosening up criteria but it falls apart. Can you do anymore with it?
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four
5,087 posts
msg #123163
- Ignore four |
3/12/2015 8:50:58 PM
Like you said... it "falls" apart...
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